+6.7%
GDX vs TSEM
+40.2%
-33.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | +0.7% |
| 7D | -6.8% | +7.0% | -13.8% | -7.7% |
| 30D | -2.1% | -29.8% | +27.7% | +2.2% |
| 3M | -7.5% | -41.9% | +34.4% | -1.4% |
| 6M | -15.2% | -45.8% | +30.6% | -10.2% |
| YTD | -4.8% | +25.1% | -29.9% | -10.3% |
| 1Y | +6.7% | +48.2% | -41.5% | -6.2% |
| All | +6.7% | +40.2% | -33.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling